A common technique that spammers use is to send an email and make it look as though it is coming from you. If you check your spam folder, you will likely find many emails like this - the 'send-from' and the 'send-to' address are the same - your email address! When you send a test email or a preview to yourself, you are sending the email and using a send-from and send-to address that are the same address. Most email clients will flag this as spam since it fits the profile of a spam email.
To fix this so that your email previews end up in your inbox, do the following:
If the email is located in your spam folder, click on it and select 'not spam' or similar. Each email client is different, but you should have a button or link that allows you to designate that the email is not spam or not junk mail. Add yourself and the domain to your address book and your list of 'whitelisted' domains. Again, each email client is different, and your IT department may want to add a setting on your corporate firewall to address this.
In Outlook you can simply right click on your email and a pop-up menu will appear - select 'add this email to my address book' or similar. You should ask your IT department to assist you in adding the following domains to the whitelist: